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Market Data
Pricing
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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Freddie Mac Seasoned Loan Structured Transaction Trust
2021-2
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2021-2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
SLST 2021-2 (USD 688m)
Federal Home Loan Mortgage Corp (Freddie Mac)
WFS
,
BAM
USOA
Jul 21, 2021
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
Y-1N
UMN
437.234
5.99
-
-
-
-
-
-
-
Ujfcm
-
-
70-75
65
2.00%
1.407%
828.73999
P-2X
ORZ
629.499
4.66
-
-
-
-
-
-
-
Mtnou
-
-
55f
55
2.00%
1.850%
510.12859
MR
VAF
65.000
1.88
-
-
-
-
-
-
-
Mcbuu
P-Uxykg
-
-
-
2.00%
1.577%
985.13428
Tranche Comments
Y-1N: First Pay: 2021-08-25; Registration: Gndflr; P-2X: First Pay: 2021-08-25; Registration: Jzhqbm; MR: First Pay: 2021-08-25; Registration: Xejfem;
Pricing Speed
100 VVP
Commentary
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